This work aims to build a measurement test bench for wideband mixer EVM characterization at sub-terahertz frequencies. A VNA based setups with two frequency extenders are implemented. While one of the VNA sources can be used as the LO input, the other source will be swept over a frequency grid so that the RF output of the mixer under test will be down converted and read out tone by tone. Then the modulated signals are expected be reconstructed from the frequency domain measurement result, which will be demodulated for EVM characterization. A two-tier calibration method is used to extract the absolute power from the target RF channel. The key performance of the mixer under test, such as conversion loss, image rejection ratio and linearity are measured over an IF bandwidth up to 4GHz. Nevertheless, the major challenge for VNA based EVM measurements are the unhandled phase between the two sources of VNA, preventing the system to reconstruct a stable time domain signal. To solve this problem, an auxiliary phase channel setup is proposed, which can carry the unhandled phase information from one of the VNA source, thus providing a stable phase measurement for EVM measurements. To validate the proposed setups, the adjusted phase is derived from measurement results of the MUT channel and the results from the auxiliary channel. A phase stability of $\pm$5 degrees can be achieved with the proposed setups. Finally, EVM characterization is performed based on the proposed setup. A EVM floor of -30dB is achieved with a 300MHz QPSK signal, the error due to thermal noise is reduced due to the narrow band receiver of the VNA.